On moderate deviation probabilities of empirical bootstrap measure
- Ermakov, Mikhail S.
2010 Mathematics Subject Classification
- large deviations, moderate deviations, bootstrap, empirical measure
We establish the moderate deviation principle for the common distribution of empirical measure and empirical bootstrap measure (empirical measure obtaining by the bootstrap procedure). For the most widespread statistical functionals depending on empirical measure (in particular differentiable and homogeneous functionals) we compare their asymptotic of moderate deviation probabilities with the asymptotic given by the bootstrap procedure.